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Journal:  Review of Quantitative Finance and Accounting

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Issue DateTitleAuthor(s)
11-Aug-2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis componentsTheodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S. 
2Feb-2019Idiosyncratic volatility puzzle: influence of macro-finance factorsAslanidis, Nektarios ; Christiansen, Charlotte ; Lambertides, Neophytos ; Savva, Christos S.